A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985)
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scientific article; zbMATH DE number 6788658
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| English | A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications |
scientific article; zbMATH DE number 6788658 |
Statements
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (English)
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9 October 2017
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forward-backward stochastic differential equations
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Markov regime-switching
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stochastic differential games
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optimal investment
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stochastic maximum principle
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0.8721693158149719
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0.8676618933677673
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0.8621363043785095
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0.8585146069526672
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